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A
dynamic
portfolio
theory
model based on minimum semi-absolute deviations criterion with an application in the Chinese stock markets
Chen, Li
;
Pan, Heping
- In:
China Finance Review International
3
(
2013
)
June
,
pp. 284-300
Markowitz type lacks the dynamic adaptability to the changing market situations. This paper proposes a
dynamic
portfolio
theory
…
Persistent link: https://www.econbiz.de/10010688402
Saved in:
2
A
dynamic
portfolio
theory
model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets
Chen, Li
;
Pan, Heping
- In:
China Finance Review International
3
(
2013
)
3
,
pp. 284-300
Markowitz type lacks the dynamic adaptability to the changing market situations. This paper proposes a
dynamic
portfolio
theory
…
Persistent link: https://www.econbiz.de/10014694566
Saved in:
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